Bayesian Smoothing of Discrete -Time Signals with Application
University of Kirkuk Journal For Administrative and Economic Science
2012, Volume 2, Issue 2, Pages 254-267
2012, Volume 2, Issue 2, Pages 254-267
Abstract
Abstract In this work we deal with Bayesian smoothing for a time varying system, to find smoothing estimators of signals in present of noise. The smoothing procedure is re-estimating a signal after adding new observations, or in the light of more new observations. This study began with modeling the fixed point smoothing process using Bayesian updating process, and then using this model to find smoothing estimators for the wind speed in Erbil city at the fixed point (t=15), for three month's (October, November, December) using (MATLAB 7). The results showed that the variances are reduced by adding any new observation; this demonstrates that the method works effectively.
Keywords
BayesianMetrics